Both Belichick and Brady on Thursday denied under-inflating the balls used in the game, which New England won, 45-7.
"I was as surprised as anybody when I heard Monday morning that this happened," said Brady.
Footballs, which are weighed before the game, must be inflated to no less than 12.5 pounds per square inch. A deflated ball could be easier to grip in bad weather, such as in Sunday's rain at Gillette Stadium in Foxborough, Massachusetts.
Belichick also said he is cooperating with the NFL's investigation.
The Colts had raised concerns as far back as this past November about under-inflated balls supplied by the Patriots following its regular-season Nov. 16 game game, ESPN reported.
During that game, Colts safety Mike Adams twice intercepted three-time Super Bowl-winning quarterback Tom Brady and gave the balls to the Colts' equipment manager to save. Both times there were concerns about the balls feeling under-inflated, sources earlier this season had told ESPN NFL Insider Adam Schefter.
Those sources also said that the Colts raised concerns to the league, which was aware of the issue going into Sunday's game.
The minimum disciplinary action for tampering of a football is a fine of $25,000, according to the NFL’s game operations manual.